Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52214.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48100.23 Kr¶

PnL: ---------------------------------------> -831.77 Kr¶

DD now: ---------------------------------> -1.705 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:31:30.984823'

Anic Portfolio¶

Today¶

Return: 0.269 %¶

This Week¶

Return: -0.193 %¶

Total portfolio value¶

Return including deposits: 70.938 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
Xvivo Perfusion 3 0.340000 885.000000 40.000000 4.730000 845.000001
Volati 5 6.280000 609.000000 35.000000 6.100000 574.000000
BHG Group 49 2.540000 673.750000 34.750000 5.440000 638.999984
Biotage 4 1.250000 631.800000 28.800000 4.780000 603.000000
Embracer Group B 26 1.700000 686.010000 24.010000 3.630000 661.999988
Vitrolife 3 1.130000 700.200000 23.200000 3.430000 677.000001
Svolder B 35 0.400000 2201.500000 22.500000 1.030000 2179.000005
SynAct Pharma 9 1.090000 665.100000 20.100000 3.120000 645.000003
Addtech B 3 0.000000 715.200000 15.200000 2.170000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 0.850000 662.200000 8.200000 1.250000 653.999997
Fortnox 10 -0.470000 673.200000 5.200000 0.780000 668.000000
Latour B 2 -0.710000 448.800000 -0.200000 -0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Indutrade 5 -0.720000 1319.000000 -1.000000 -0.080000 1320.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Addnode Group B 6 -1.660000 747.600000 -4.400000 -0.590000 751.999998
Humana 40 0.970000 668.800000 -5.200000 -0.770000 674.000000
Nolato B 12 -1.110000 640.200000 -7.800000 -1.200000 648.000000
Sampo Oyj SDB 1 -0.600000 495.500000 -9.500000 -1.880000 505.000000
Investor B 3 -0.550000 645.150000 -12.850000 -1.950000 657.999999
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Sdiptech B 3 -2.110000 807.000000 -15.000000 -1.820000 822.000000
BONESUPPORT HOLDING 10 -0.330000 1206.000000 -18.000000 -1.470000 1224.000000
Lime Technologies 2 -2.570000 568.000000 -25.000000 -4.220000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Lundin Gold 7 -0.310000 914.200000 -59.800000 -6.140000 973.999999
Creades A 7 -0.060000 548.450000 -62.550000 -10.240000 610.999998
Sedana Medical 135 3.200000 4266.000000 -65.000000 -1.500000 4330.999935
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
New Wave B 40 0.040000 3761.600000 -154.400000 -3.940000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.010000 2627.000000 -340.000000 -11.460000 2966.999993
TOTAL 48100.230000 -831.770000 -1.70453% 48931.999868

Updated:¶

'2023-06-14 10:31:48.495890'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶